How to use global XYZ coordinates for displacement?
The vector displacement space for RGBtoXYZ mode is always local, unfortunately. (tangent would be useful in a lot of cases too). The good news if you need global space though, is you can apply your rotation (object > apply > rotation from the 3d view header) and bake your rotation into the mesh. This gets rid of the object level rotation meaning local space = global space once again.